FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0050	2.39
$α$	0.2815	2.88
$β$	0.4898	5.76
$γ_{1}$	-37.7031	-7.34
$γ_{2}$	46.5710	5.27
$γ_{3}$	-12.1030	-1.86
$γ_{4}$	7.6460	1.41
$γ_{5}$	-9.3098	-1.84
$γ_{6}$	7.5693	1.76
$γ_{7}$	-2.8748	-0.87
$γ_{8}$	-0.3345	-0.13
$γ_{9}$	-0.4529	-0.16
$γ_{10}$	1.4907	0.31

V-Lab

Pollen Street PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pollen Street PLC Analyses